-33.8%
TRU vs GWRE
+15.1%
-48.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -2.7% | -13.2% | +10.5% | +2.7% |
| 30D | -2.0% | -18.6% | +16.5% | +4.9% |
| 3M | +18.4% | +18.9% | -0.5% | +8.6% |
| 6M | +8.9% | -11.0% | +19.8% | +9.6% |
| YTD | -8.9% | -29.9% | +21.0% | +0.5% |
| 1Y | -15.9% | -44.3% | +28.5% | +2.1% |
| 3Y | -1.1% | +51.7% | -52.8% | -28.9% |
| All | -33.8% | +15.1% | -48.9% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling